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Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations

✍ Scribed by Richard Luger

Book ID: 113557695
Publisher: Elsevier Science
Year: 2012
Tongue: English
Weight: 519 KB
Volume: 56
Category: Article
ISSN: 0167-9473
DOI: 10.1016/j.csda.2011.08.008

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